COMSYS Holdings Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
29.84%
increased by 1.32%
1 Week
29.96%
increased by 1.44%
1 Month
30.42%
increased by 1.90%
Analysis last updated: Sunday, July 19, 2026 at 01:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 3, 1990 to Jul 17, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 126 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.21 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 6.1159 | 4.42*** |
α ARCH Response to squared shocks | 0.0594 | 55.95*** |
β GARCH Volatility persistence | 0.9945 | 801.38*** |
ν DF Student-t tail thickness | 5.2121 | 12.81*** |
Persistence:
0.995
Half-life:
126 days
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